TABLE 3DISTRIBUTION OF DERIVATIVE CONTRACTSTOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVESSEPTEMBER 30, 2009, $ MILLIONSPERCENT PERCENTPERCENTPERCENTPERCENTPERCENTTOTALTOTALEXCH TRADED OTCINT RATEFOREIGN EXCHOTHERCREDITRANKBANK NAMESTATEASSETSDERIVATIVESCONTRACTSCONTRACTSCONTRACTSCONTRACTSCONTRACTSDERIVATIVES(%)(%)(%)(%)(%)(%)1JPMORGAN CHASE BANK NAOH1669868789717704.306973238664904995.69302676133509180.7998921639973428.0425359593687723.07839877465073918.07917310198315162GOLDMAN SACHS BANK USANY114868419718483.554391981978015296.44560801802198694.3378047113865533.40972596679564831.7490294923397223E-22.23497902689440813BANK OF AMERICA NANC1460147.34440100260.3610000014.835602471264463695.16439752873553589.1821334975197155.29963222400135960.503064441936130545.01516983654279794CITIBANK NATIONAL ASSNNV1186754319726353.997771844578965696.00222815542103779.16523614647337612.2563060567263220.736445400887352667.84201239591294295WELLS FARGO BANK NASD106607944751524.890493105038666995.10950689496132886.6667769050079224.07693414659435052.94401173412657266.31227721427115816HSBC BANK USA NATIONAL ASSNVA168262.874000000013005487.73099999973.554981206476268396.44501879352374453.03973034252257418.2946885235513221.840066237156102126.8255148967700137BANK OF NEW YORK MELLONNY16653912963495.854750533999717594.1452494660002881.9532394440077517.228153838202520.754117911148926686.4488806640804294E-28STATE STREET BANK&TRUST COMA160147.40299999999609124.802999999960.1150421057472519399.884957894252750.940590987558259199.03150011771890602.7908894722843851E-29SUNTRUST BANKGA166171.00899999999276262.5516.06157403527911983.93842596472086493.0993162120598612.27876054861584.37610961022404150.2458136291002888110PNC BANK NATIONAL ASSNPA146901.59299999999153255.5528.18136755006435391.81863244993564992.7089271128004674.6927911623064720.254223090071151242.344058634821921711NORTHERN TRUST COIL64932.862999999998152319.37501003.344894239488574396.5707415750622721.7071367316206492E-26.7292818132952556E-212NATIONAL CITY BANKOH131594.152150714.3240000000232.62357465107297867.37642534892797.4851886009189031.425964661461109501.088846737619975513REGIONS BANKAL135594.44119264.7739999999937.77058261981027762.22941738018972399.0028556126723630.422312459167532632.8726000855877195E-30.5719593280745244314KEYBANK NATIONAL ASSNOH93760.365999999995104194.3470000000110.57408613540233689.42591386459766186.5426259641513988.12465958445902990.680490852349216144.652223599040358915U S BANK NATIONAL ASSNOH259942.9819999999993388.7960000000022.80547572323343897.19452427676655883.27756682932286513.9914985090931044.3933535667383485E-22.687001125916646416BRANCH BANKING&TRUST CONC159145.8409999999971952.59399999999711.00307794323579388.9969220567642299.4445398313228420.555460168677170960017FIFTH THIRD BANKOH109196.32165865.7719999999970.1424548701865970599.85754512981340380.54746249690963115.5193519936272842.31171814094883741.621467368514256718RBS CITIZENS NATIONAL ASSNRI118883.02648789.167999999998010089.1279433172543638.37490813534676451.1354979449536833E-32.496013049453927719MORGAN STANLEY BANK NAUT6548747824010038.40958514553362600.2132820341251254561.37713282034125220UBS BANK USAUT31436.80243048.093999999997010010000021UNION BANK NATIONAL ASSNCA77732.74800000000738379.4490000000018.491523679769347491.50847632023065683.3563790871515666.89019271746188989.7534281953865474022FIRST TENNESSEE BANK NATN26229.94428061.3990000000010.8552674084424657499.14473259155752899.9755678610321612.4432138967839769E-20023HUNTINGTON NATIONAL BANKOH51988.29899999999927645.876000000004010099.3151962339699280.146350942180309250.148159530195389720.3902932936543591124TD BANK NATIONAL ASSNDE108026.4726280.244999999999010093.2731943709048325.783789306378231700.9430163227169305925ALLY BANKUT52512.98200000000426145.814999999999010093.72545089912095806.27454910087905130TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES7792202.4589999998203876019.025000048688992.7980000004195187026.227172221954.3849999915588831.763092734.759000000112972498.121000001OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES2541191.5669999975388198.130999999994470.6359999999995383727.49500000017339477.2130000000520086.315244.00300000000413390.615000000002TOTAL FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES10333394.025999978204264217.155999848693463.4339999948195570753.72199988172561431.597999615608918.0600000013107978.762000002912985888.736000005(%)(%)(%)(%)(%)(%)(%)TOP 25 COMMERCIAL BANKS & TC: % OF TOTAL COMMERCIAL BKS &TCs WITH DERIVATIVES99.8099529440815734.25380074835333495.55615219572821784.3133255461338827.63169975487902441.51408543408169696.3508422089869496OTHER COMMERCIAL BANKS & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES0.190047055918524832.1886535303369866E-30.187858402388187930.166195145545602779.8334893304683757E-37.4628846952464103E-36.5555363472072923E-3TOTAL FOR COMMERCIAL BANKs & TCs: % OF TOTAL COMMERCIAL BANKs & TCs WITH DERIVATIVES1004.255989401883668195.74401059811634784.4795206916792847.64153324420949431.52154831877694456.3573977453341595Note: Currently, the Call Report does not differentiate credit derivatives by over the counter or exchange traded. Credit derivatives have been included in the "over the counter" category as well as in the sum of total derivatives here.Note: "Foreign Exchange" does not include spot fx.Note: "Other" is defined as the sum of commodity and equity contracts.Note: Numbers may not add due to rounding.Note: Beginning in 2Q09, Wells Fargo Bank NA and Wachovia Bank NA are combined for the purpose of this report.Data source: Call Reports, schedule RC-L

65600600756056361R62C1:R118C15FalseFalse

TABLE 4CREDIT EQUIVALENT EXPOSURESTOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVESSEPTEMBER 30, 2009, $ MILLIONSBILATERALLYTOTAL CREDIT(%)TOTALNETTED CURRENTPOTENTIALEXPOSURETOTAL CREDITTOTALTOTALRISK-BASEDCREDITFUTUREFROM ALLEXPOSURERANKBANK NAMESTATEASSETSDERIVATIVESCAPITALEXPOSUREEXPOSURECONTRACTSTO CAPITAL1JPMORGAN CHASE BANK NAOH166986878971770136946167593229093396686289.665999737122662GOLDMAN SACHS BANK USANY114868419718482132079482103454182936858.048780487804833BANK OF AMERICA NANC1460147.34440100260.361000001146991.05267606.186000000002130346.36200000001197952.54800000001134.66979473009014CITIBANK NATIONAL ASSNNV11867543197263511081978717145735224452202.539275755962425WELLS FARGO BANK NASD1066079447515211437130628492167984469.8114032403318996HSBC BANK USA NATIONAL ASSNVA168262.874000000013005487.730999999719622.79499999999813893.03299999999927991.55800000000141884.591213.448649899262597BANK OF NEW YORK MELLONNY166539129634913363649743651086281.284142782309368STATE STREET BANK&TRUST COMA160147.40299999999609124.8029999999611488.4169999999995311.43800000000014861.6610173.09888.5509117574684139SUNTRUST BANKGA166171.00899999999276262.5516529.2010000000015738.72099999999951714.9157453.636000000000445.09374651563617710PNC BANK NATIONAL ASSNPA146901.59299999999153255.55214608.013369.0720000000001822.128999999999914191.20128.69111535383669711NORTHERN TRUST COIL64932.862999999998152319.3755862.33600000000023211.05200000000011602.60600000000024813.658000000000482.1116019279686512NATIONAL CITY BANKOH131594.152150714.3240000000217148.3529999999991482.0350000000001486.7791968.814000000000111.48106759873674313REGIONS BANKAL135594.44119264.7739999999914881.4509999999991046.3869999999999303.677000000000131350.06400000000019.072126098456394114KEYBANK NATIONAL ASSNOH93760.365999999995104194.3470000000111668.5509999999991579.75284.518000000000031864.26815.97685950894845615U S BANK NATIONAL ASSNOH259942.9819999999993388.79600000000224880.5181742.079-119.645999999999961622.4336.520897193539137316BRANCH BANKING&TRUST CONC159145.8409999999971952.59399999999715803.6990000000011121.9559999999999351.211473.16599999999999.321653114248757517FIFTH THIRD BANKOH109196.32165865.77199999999715589.4721756.422445.351000000000112201.773000000000114.12346101266290618RBS CITIZENS NATIONAL ASSNRI118883.02648789.16799999999810568.9991039.7639999999999361.358000000000171401.122000000000113.25690351564987419MORGAN STANLEY BANK NAUT65487478247903146-11451.834746298873845420UBS BANK USAUT31436.80243048.0939999999972473.1930000000002293.6750000000000137.825000000000003331.513.40372546744228921UNION BANK NATIONAL ASSNCA77732.74800000000738379.4490000000018391.3950000000004807.12900000000002537.4951344.62416.02384347298631422FIRST TENNESSEE BANK NATN26229.94428061.3990000000014173.1679999999997310.7749999999999863.93374.704999999999988.978910027106506323HUNTINGTON NATIONAL BANKOH51988.29899999999927645.8760000000045166.973532.351128.84299999999996661.1939999999999612.79654451455426524TD BANK NATIONAL ASSNDE108026.4726280.2449999999998686.402770.68600000000004272.444000000000071043.1312.00876956880420825ALLY BANKUT52512.98200000000426145.8149999999997644.6480000000001114.664169.08300000000003283.747000000000013.7117078510351296TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES7792202.4589999998203876019.02500004766900.63300000003474790.1750000001702524.097000000071177314.27199999961.5351588215470928OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES2541191.5669999784388198.13099980354292714.316000000469664.19499999989064047.870999999577213712.0659999975474.6844534928717069E-2TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES10333394.025999978204264217.155999841059614.9490000005484454.37706571.967999999641191026.33799999721.1240180587523938Commercial banks also hold on-balance sheet assets in volumes that are multiples of bank capital. For example:EXPOSURES FROM OTHER ASSETSEXPOSURE TO RISKALL COMMERCIAL BANKSBASED CAPITAL 1-4 FAMILY MORTGAGES1.7056612022031055 C&I LOANS0.99167025904135442 SECURITIES NOT IN TRADING ACCOUNT 1.7073762322541559Note: Total credit exposure is defined as the credit equivalent amount from derivative contracts (RC-R line 54) or the sum of netted current credit exposure and PFE.Note: The total credit exposure to capital ratio is calculated using risk based capital (tier one plus tier two capital). Note: Currently, the Call Report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives here.Note: Numbers may not add due to rounding.Note: Beginning in 2Q09, Wells Fargo Bank NA and Wachovia Bank NA are combined for the purpose of this report.Note: Beginning in 2Q09, the methodology to calculate the Credit Risk Exposure to Capital ratio for the aggregated categories (Top 25, Other and Overall Total) was adjustedto a summing methodology.Data source: Call Reports, Schedule RC-R.

736006006843946R95C7:R106C15FalseFalse

TABLE 5NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS HELD FOR TRADINGTOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVESSEPTEMBER 30, 2009, $ MILLIONSTOTAL%TOTAL%HELD FORHELD FORNOT FORNOT FORTOTALTOTALTRADINGTRADINGTRADINGTRADINGRANKBANK NAMESTATEASSETSDERIVATIVES& MTM& MTMMTMMTM1JPMORGAN CHASE BANK NAOH1669868725915047251007499.887824338231098814300.112175661768903422GOLDMAN SACHS BANK USANY114868410337864102654499.98235112889656872421.7648871103436568E-23BANK OF AMERICA NANC1460147.34438089164.19900000137986092.65399999999.729394049022716103071.5450.270605950977275744CITIBANK NATIONAL ASSNNV1186754294653372907892698.6885912759117623864111.31140872408823975WELLS FARGO BANK NASD10660794192668334806379.85519006036251784460520.144809939637483TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES5497716.3440000005185372459.199183949699.6539999899.2324860169909751422759.54499999990.76751398300901164OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES4835677.6820000015905869.22099997945212316.281999998788.256547630044736693552.9409999989411.743452403820193TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES10333394.025999978191278328.41999981189162015.9359999998.8935952643035852116312.48600000521.1064047367421088Note: Currently, the Call Report does not differentiate between traded and not-traded credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here.Note: Numbers may not add due to rounding.Note: Beginning in 4Q08, the top five commercial banks in derivatives include Goldman Sachs Bank USA (replacing Wachovia). See Table 1.Note: Beginning in 2Q09, Wells Fargo Bank NA and Wachovia Bank NA are combined for the purpose of this report.Note: Beginning in 2Q09, the combination of Wells Fargo and Wachovia emerged as one of the top five commerical banks in derivatives (replacing HSBC). See Table 1.Data source: Call Reports, schedule RC-L

8060060075334R35C1:R63C12FalseFalse

TABLE 6GROSS FAIR VALUES OF DERIVATIVE CONTRACTSTOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVESSEPTEMBER 30, 2009, $ MILLIONSTRADINGNOT FOR TRADINGCREDIT DERIVATIVESGROSSGROSSGROSSGROSSGROSSGROSSTOTALTOTALPOSITIVENEGATIVEPOSITIVENEGATIVEPOSITIVENEGATIVERANKBANK NAMESTATEASSETSDERIVATIVESFAIR VALUE*FAIR VALUE**FAIR VALUE*FAIR VALUE**FAIR VALUE*FAIR VALUE**1JPMORGAN CHASE BANK NAOH1669868789717701595873157198425128672031461960912GOLDMAN SACHS BANK USANY11486841971848695136638719624057573515813BANK OF AMERICA NANC1460147.34440100260.361000001970460.62600000005948277.554790.61400000000003540.7880000000000163833.15600000000360297.5350000000034CITIBANK NATIONAL ASSNNV11867543197263572612171403239808239102710916975WELLS FARGO BANK NASD1066079447515283878823881263985681667015407TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES5497716.3440000005197491665.3614071468.62600000023955400.55420545.61400000000118214.788443932.15600000002415073.53500000003OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES4835677.6820000016772551.7949999841108032.91199999998107807.7650000000612945.3810000000169512.707000000020326885.57400000000823913.348999999995TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES10333394.025999978204264217.155999844179501.53800000164063208.319000000633490.99499999981327727.495000000035470817.73438986.88400000008Note: Currently, the Call Report does not differentiate between traded and non-traded credit derivatives. Credit derivatives have been included in the sum of total derivatives here. Numbers may not sum due to rounding.*Market value of contracts that have a positive fair value as of the end of the quarter.**Market value of contracts that have a negative fair value as of the end of the quarter.Note: Beginning in 4Q08, the top five commercial banks in derivatives include Goldman Sachs Bank USA (replacing Wachovia). See Table 1.Note: Beginning in 2Q09, Wells Fargo Bank NA and Wachovia Bank NA are combined for the purpose of this report.Note: Beginning in 2Q09, the combination of Wells Fargo and Wachovia emerged as one of the top five commerical banks in derivatives (replacing HSBC). See Table 1.Data source: Call Reports, schedule RC-L

6960060075333R34C1:R61C27FalseFalse

TABLE 7TRADING REVENUES FROM CASH INSTRUMENTS AND DERIVATIVESTOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVESSEPTEMBER 30, 2009, $ MILLIONSNOTE: REVENUE FIGURES ARE FOR THE QUARTER (NOT YEAR-TO-DATE)TOTAL TRADINGTRADING REVTRADING REVTRADING REVTRADING REVTRADING REVREV FROM CASH &FROM FROM FROM FROM FROM TOTALTOTALOFF BAL SHEETINT RATE FOREIGN EXCHEQUITYCOMMOD & OTHCREDITRANKBANK NAMESTATEASSETSDERIVATIVESPOSITIONSPOSITIONSPOSITIONSPOSITIONSPOSITIONSPOSITIONS1JPMORGAN CHASE BANK NAOH166986878971770308513398021272116062GOLDMAN SACHS BANK USANY114868419718486913644-3355004023BANK OF AMERICA NANC1460147.34440100260.361000001466.93600000000004-494.2289999999999866.89799999999999685.185000000000002138.309670.773000000000024CITIBANK NATIONAL ASSNNV118675431972635-211175122-3638-5105WELLS FARGO BANK NASD10660794475152-78113118-1258-355TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES5497716.3440000005197491665.3613953.93599999999974776.7709999999997-2246.1019999999999164.185445.30899999999997813.77300000000014OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES4835677.6820000016772551.79499998411766.0830000000003674.55499999999995711.5379999999999-10.5379999999999980.7280000000000002389.8TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES10333394.025999978204264217.155999845720.01900000000025451.3259999999982-1534.5639999999992153.64700000000002446.036999999999981203.5730000000001Note: Effective in the first quarter of 2007, trading revenues from credit exposures are reported separately, along with the four other types of exposures. The total derivatives column includes credit exposures.Note: Trading revenue is defined here as "trading revenue from cash instruments and off balance sheet derivative instruments."Note: Numbers may not sum due to rounding.Note: Beginning in 4Q08, the top five commercial banks in derivatives include Goldman Sachs Bank USA (replacing Wachovia). See Table 1.Note: Beginning in 2Q09, Wells Fargo Bank NA and Wachovia Bank NA are combined for the purpose of this report.Note: Beginning in 2Q09, the combination of Wells Fargo and Wachovia emerged as one of the top five commerical banks in derivatives (replacing HSBC). See Table 1.Data source: Call Reports, schedule RI